Institutional impact and quote behavior implications of the options penny pilot project
Year of publication: |
2014
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Authors: | Saraoglu, Hakan ; Louton, David ; Holowczak, Richard |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 54.2014, 4, p. 473-486
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Subject: | Penny pilot project | Otions markets | CBOE | Te bid offer spread | Quote depth |
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